ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 95.210 95.805 0.595 0.6% 94.880
High 96.060 96.355 0.295 0.3% 96.355
Low 95.015 95.400 0.385 0.4% 92.520
Close 95.652 96.135 0.483 0.5% 96.135
Range 1.045 0.955 -0.090 -8.6% 3.835
ATR 1.022 1.017 -0.005 -0.5% 0.000
Volume 55,507 45,741 -9,766 -17.6% 407,919
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.828 98.437 96.660
R3 97.873 97.482 96.398
R2 96.918 96.918 96.310
R1 96.527 96.527 96.223 96.723
PP 95.963 95.963 95.963 96.061
S1 95.572 95.572 96.047 95.768
S2 95.008 95.008 95.960
S3 94.053 94.617 95.872
S4 93.098 93.662 95.610
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 106.508 105.157 98.244
R3 102.673 101.322 97.190
R2 98.838 98.838 96.838
R1 97.487 97.487 96.487 98.163
PP 95.003 95.003 95.003 95.341
S1 93.652 93.652 95.783 94.328
S2 91.168 91.168 95.432
S3 87.333 89.817 95.080
S4 83.498 85.982 94.026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.355 92.520 3.835 4.0% 1.482 1.5% 94% True False 81,583
10 97.105 92.520 4.585 4.8% 1.089 1.1% 79% False False 61,902
20 98.425 92.520 5.905 6.1% 0.941 1.0% 61% False False 52,236
40 98.425 92.520 5.905 6.1% 0.879 0.9% 61% False False 44,359
60 98.425 92.520 5.905 6.1% 0.908 0.9% 61% False False 43,344
80 98.425 92.520 5.905 6.1% 0.921 1.0% 61% False False 33,249
100 100.715 92.520 8.195 8.5% 0.938 1.0% 44% False False 26,771
120 101.615 92.520 9.095 9.5% 1.005 1.0% 40% False False 22,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.414
2.618 98.855
1.618 97.900
1.000 97.310
0.618 96.945
HIGH 96.355
0.618 95.990
0.500 95.878
0.382 95.765
LOW 95.400
0.618 94.810
1.000 94.445
1.618 93.855
2.618 92.900
4.250 91.341
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 96.049 95.771
PP 95.963 95.407
S1 95.878 95.043

These figures are updated between 7pm and 10pm EST after a trading day.

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